State of Nature Probability State Dependent Return A State Dependent Return B Recession Expansion 70% 30% -.08 .28 -.04 .16 Given the data in the table above, what comes closest to the standard deviation of Stock A and the standard deviation of Stock B? A. The standard deviation of Stock A= .10 and the standard deviation of Stock B = .1033 B. The standard deviation of Stock A= .10 and the standard deviation of Stock B = .0917 C. The standard deviation of Stock A= .02 and the standard deviation of Stock B = .1033 D. The standard deviation of Stock A= .0000 and the standard deviation of Stock B = .0000 O E. The standard deviation of Stock A = .1650 and the standard deviation of Stock B = .0917